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Lie symmetry analysis and exact solutions of time fractional Black-Scholes equation
Yu, Jicheng; Feng, Yuqiang; Wang, Xianjia - In: International journal of financial engineering 9 (2022) 4, pp. 1-17
Persistent link: https://www.econbiz.de/10014234394
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Lie symmetry, exact solutions and conservation laws of bi-fractional Black-Scholes equation derived by the fractional G-Brownian motion
Yu, Jicheng; Feng, Yuqiang; Wang, Xianjia - In: International journal of financial engineering 11 (2024) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10014521387